+6,467.5%
ABT vs SHEL
+2,525.5%
+3,942.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.1% | -3.0% |
| 7D | -3.1% | +1.9% | -5.1% | -3.4% |
| 30D | -2.1% | +8.7% | -10.8% | -3.4% |
| 3M | +17.4% | +11.0% | +6.5% | +15.5% |
| 6M | -2.4% | +14.6% | -16.9% | -4.6% |
| YTD | -14.2% | +33.3% | -47.5% | -18.1% |
| 1Y | -18.3% | +37.9% | -56.2% | -22.5% |
| 3Y | +11.5% | +69.7% | -58.2% | +1.9% |
| 5Y | -9.9% | +190.2% | -200.0% | -25.0% |
| 10Y | +204.4% | +197.0% | +7.4% | +144.4% |
| All | +6,467.5% | +2,525.5% | +3,942.0% | +4,412.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHEL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling